Stock Price Trends

RH, is a home furnishings retailer. The company is headquartered in Corte Madera, California.

Stock Price Trends

Stock price trends estimated using linear regression.

Key facts

  • The primary trend is increasing.
  • The growth rate of the primary trend is 8.42% per annum.
  • RH price at the close of March 31, 2025 was $234.41 and was lower than the bottom border of the primary price channel by $6.54 (2.71%). This indicates a possible reversal in the primary trend direction.
  • The secondary trend is decreasing.
  • The decline rate of the secondary trend is 98.34% per annum.
  • RH price at the close of March 31, 2025 was inside the secondary price channel.
  • The direction of the secondary trend is opposite to the direction of the primary trend. This indicates a possible reversal in the direction of the primary trend.

Linear Regression Model

Model equation:
Yi = α + β × Xi + εi

Top border of price channel:
Exp(Yi) = Exp(a + b × Xi + 2 × s)

Bottom border of price channel:
Exp(Yi) = Exp(a + b × Xi – 2 × s)

where:

i - observation number
Yi - natural logarithm of RH price
Xi - time index, 1 day interval
σ - standard deviation of εi
a - estimator of α
b - estimator of β
s - estimator of σ
Exp() - calculates the exponent of e


Primary Trend

Start date: May 9, 2022
End date: March 5, 2025

a = 5.3761

b = 0.0002

s = 0.1479

Annual growth rate:

Exp(365 × b) – 1
= Exp(365 × 0.0002) – 1
= 8.42%

Price channel spread:

Exp(4 × s) – 1
= Exp(4 × 0.1479) – 1
= 80.71%

May 9, 2022 calculations

Top border of price channel:

Exp(Y530)
= Exp(a + b × X530 + 2 × s)
= Exp(a + b × 768 + 2 × s)
= Exp(5.3761 + 0.0002 × 768 + 2 × 0.1479)
= Exp(5.8421)
= $344.50

Bottom border of price channel:

Exp(Y530)
= Exp(a + b × X530 – 2 × s)
= Exp(a + b × 768 – 2 × s)
= Exp(5.3761 + 0.0002 × 768 – 2 × 0.1479)
= Exp(5.2504)
= $190.64

March 5, 2025 calculations

Top border of price channel:

Exp(Y1,237)
= Exp(a + b × X1,237 + 2 × s)
= Exp(a + b × 1,799 + 2 × s)
= Exp(5.3761 + 0.0002 × 1,799 + 2 × 0.1479)
= Exp(6.0705)
= $432.91

Bottom border of price channel:

Exp(Y1,237)
= Exp(a + b × X1,237 – 2 × s)
= Exp(a + b × 1,799 – 2 × s)
= Exp(5.3761 + 0.0002 × 1,799 – 2 × 0.1479)
= Exp(5.4788)
= $239.56

Description

  • The primary trend is increasing.
  • The growth rate of the primary trend is 8.42% per annum.
  • RH price at the close of March 31, 2025 was $234.41 and was lower than the bottom border of the primary price channel by $6.54 (2.71%). This indicates a possible reversal in the primary trend direction.

Secondary Trend

Start date: January 17, 2025
End date: March 31, 2025

a = 25.8773

b = -0.0112

s = 0.0823

Annual growth rate:

Exp(365 × b) – 1
= Exp(365 × -0.0112) – 1
= -98.34%

Price channel spread:

Exp(4 × s) – 1
= Exp(4 × 0.0823) – 1
= 38.98%

January 17, 2025 calculations

Top border of price channel:

Exp(Y1,206)
= Exp(a + b × X1,206 + 2 × s)
= Exp(a + b × 1,752 + 2 × s)
= Exp(25.8773 + -0.0112 × 1,752 + 2 × 0.0823)
= Exp(6.3606)
= $578.62

Bottom border of price channel:

Exp(Y1,206)
= Exp(a + b × X1,206 – 2 × s)
= Exp(a + b × 1,752 – 2 × s)
= Exp(25.8773 + -0.0112 × 1,752 – 2 × 0.0823)
= Exp(6.0315)
= $416.35

March 31, 2025 calculations

Top border of price channel:

Exp(Y1,255)
= Exp(a + b × X1,255 + 2 × s)
= Exp(a + b × 1,825 + 2 × s)
= Exp(25.8773 + -0.0112 × 1,825 + 2 × 0.0823)
= Exp(5.5406)
= $254.83

Bottom border of price channel:

Exp(Y1,255)
= Exp(a + b × X1,255 – 2 × s)
= Exp(a + b × 1,825 – 2 × s)
= Exp(25.8773 + -0.0112 × 1,825 – 2 × 0.0823)
= Exp(5.2115)
= $183.36

Description

  • The secondary trend is decreasing.
  • The decline rate of the secondary trend is 98.34% per annum.
  • RH price at the close of March 31, 2025 was inside the secondary price channel.

See Also

Symbol

Company name

WSM
Williams-Sonoma Inc